-46.1%
AUNA vs SPY
+50.3%
-96.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.6% |
| 7D | -2.1% | -0.8% | -1.3% | -1.7% |
| 30D | -0.6% | -1.1% | +0.5% | 0.0% |
| 3M | +4.4% | +3.9% | +0.6% | +2.3% |
| 6M | -0.6% | +13.6% | -14.2% | -7.2% |
| YTD | +5.1% | +12.7% | -7.6% | -1.5% |
| 1Y | -18.8% | +17.5% | -36.3% | -25.3% |
| All | -46.1% | +50.3% | -96.5% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling